source: branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Eigen/Eigen/src/LU/PartialPivLU_MKL.h @ 10586

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 ********************************************************************************
 *   Content : Eigen bindings to Intel(R) MKL
 *     LU decomposition with partial pivoting based on LAPACKE_?getrf function.
 ********************************************************************************
*/

#ifndef EIGEN_PARTIALLU_LAPACK_H
#define EIGEN_PARTIALLU_LAPACK_H

#include "Eigen/src/Core/util/MKL_support.h"

namespace Eigen { 

namespace internal {

/** \internal Specialization for the data types supported by MKL */

#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
template<int StorageOrder> \
struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
{ \
  /* \internal performs the LU decomposition in-place of the matrix represented */ \
  static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
  { \
    EIGEN_UNUSED_VARIABLE(maxBlockSize);\
    lapack_int matrix_order, first_zero_pivot; \
    lapack_int m, n, lda, *ipiv, info; \
    EIGTYPE* a; \
/* Set up parameters for ?getrf */ \
    matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
    lda = luStride; \
    a = lu_data; \
    ipiv = row_transpositions; \
    m = rows; \
    n = cols; \
    nb_transpositions = 0; \
\
    info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
\
    for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
\
    eigen_assert(info >= 0); \
/* something should be done with nb_transpositions */ \
\
    first_zero_pivot = info; \
    return first_zero_pivot; \
  } \
};

EIGEN_MKL_LU_PARTPIV(double, double, d)
EIGEN_MKL_LU_PARTPIV(float, float, s)
EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)

} // end namespace internal

} // end namespace Eigen

#endif // EIGEN_PARTIALLU_LAPACK_H